+255.0%
ELF vs HIG
+124.5%
+130.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.3% | +2.5% |
| 7D | +5.4% | +0.3% | +5.0% | +5.2% |
| 30D | +27.0% | -3.2% | +30.2% | +28.3% |
| 3M | +113.2% | +9.1% | +104.1% | +105.7% |
| 6M | +36.6% | -1.8% | +38.4% | +36.7% |
| YTD | +44.2% | +1.8% | +42.5% | +42.3% |
| 1Y | -18.0% | +4.6% | -22.6% | -20.2% |
| 3Y | -19.9% | +101.6% | -121.6% | -44.0% |
| All | +255.0% | +124.5% | +130.6% | +121.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded HIG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling